This report includes a summary table followed by individual analysis of each fund or stock, including performance metrics, explanations, and charts.
| Ticker | Price | P/E Ratio | ROE | Max Drawdown 3Y | 200d MA | Sharpe (3Y) | Alpha (3Y) | Beta (3Y) | Standard Deviation 3Y | Up/Down Ratio |
|---|---|---|---|---|---|---|---|---|---|---|
| BUFR | 32.390 | 26.766595 | 0.346131 | 0.137287 | 30.506225 | 0.9252 | -0.478661 | 0.653209 | 0.101174 | 1.110712 |
| CGDV | 40.860 | 26.795284 | 0.316831 | 0.218083 | 36.720050 | 1.2990 | 5.271846 | 0.870020 | 0.141470 | 1.223183 |
| FLQM | 55.190 | 18.099548 | 0.323950 | 0.218991 | 54.524775 | 0.5541 | -6.482886 | 1.015584 | 0.159111 | 0.788252 |
| AUSF | 45.140 | 15.556938 | 0.180896 | 0.122844 | 43.377745 | 1.0606 | 2.437856 | 0.766424 | 0.131843 | 1.198377 |
| SDVD | 21.040 | 15.283510 | 0.220597 | 0.245790 | 21.158764 | 0.3742 | -11.397566 | 1.185633 | 0.183975 | 1.037441 |
| DIVO | 43.030 | 23.769907 | 0.352059 | 0.137327 | 41.345450 | 0.7974 | -1.392059 | 0.695740 | 0.113981 | 0.979489 |
| QQA | 51.030 | 33.167500 | 0.356377 | 0.197407 | 49.007923 | NaN | 2.820941 | 0.954933 | 0.168323 | 2.940316 |
| XLG | 53.770 | 29.620850 | 0.411682 | 0.280252 | 49.149300 | 1.0847 | 3.191914 | 1.022071 | 0.171370 | 1.095209 |
| TMFC | 66.120 | 32.020493 | 0.397211 | 0.330583 | 59.658660 | 1.1837 | 5.915547 | 1.084377 | 0.187972 | 1.203034 |
| EFAA | 51.410 | 16.980812 | 0.166063 | 0.119750 | 49.203848 | NaN | 5.861824 | 0.271283 | 0.115655 | 19.577281 |
| LVHI | 33.635 | 11.575414 | 0.151764 | 0.119939 | 31.740775 | 1.0686 | 6.318944 | 0.511438 | 0.103854 | 2.128923 |
| M:SGIIX | 77.890 | 17.975912 | 0.181088 | 0.194235 | 72.870600 | 0.8815 | 0.621162 | 0.639551 | 0.116338 | 1.094723 |
| M:JFNIX | 66.820 | 27.122322 | 0.155002 | 0.211739 | 70.147000 | 0.1384 | -7.367968 | 0.684512 | 0.143354 | 0.669587 |
| SHLD | 61.290 | 30.703100 | 0.212693 | 0.109209 | 46.542600 | 3.9711 | 57.022200 | 0.337902 | 0.160758 | -2.241908 |
| IXJ | 85.820 | 24.330900 | 0.307862 | 0.181445 | 89.240400 | -0.0910 | -10.054082 | 0.647700 | 0.132368 | 0.574930 |
| M:VSMIX | 26.940 | 16.377334 | 0.103680 | 0.252620 | 25.946200 | 0.7392 | -1.393736 | 1.155714 | 0.216655 | 0.953031 |
| M:TGVIX | 32.200 | 18.057060 | 0.161343 | 0.336822 | 28.963950 | 0.8733 | 4.224989 | 1.032646 | 0.158855 | 1.204355 |
| M:LCTIX | 11.080 | NaN | NaN | 0.033329 | 11.140800 | 1.9573 | 3.280809 | 0.099784 | 0.015693 | -1.005587 |
| M:WCPBX | 9.590 | NaN | NaN | 0.135374 | 9.608850 | -0.0654 | 1.312660 | 0.801094 | 0.056075 | 1.308433 |
| M:PRWCX | 37.680 | 31.928480 | 0.253913 | 0.170672 | 36.191900 | 0.8949 | -1.257880 | 0.673023 | 0.099238 | 1.014389 |
| M:LBIIX | 8.180 | NaN | NaN | 0.217595 | 8.127950 | 0.0614 | 2.841925 | 1.125156 | 0.078659 | 1.248817 |
| M:ADVNX | 9.650 | 24.888004 | 0.150963 | 0.118467 | 9.521650 | 0.4726 | 4.465996 | 0.767347 | 0.060462 | 2.094743 |
| EVTR | 50.915 | NaN | NaN | 0.040834 | 50.410102 | 0.4118 | 1.904134 | 1.010436 | 0.047931 | 0.683924 |
| M:MFIIX | 5.890 | NaN | NaN | 0.181373 | 5.881050 | -0.0701 | 1.569089 | 0.973899 | 0.067431 | 1.198838 |
| M:SUBFX | 12.740 | NaN | NaN | 0.111699 | 12.461350 | 0.4087 | 4.553263 | 0.922731 | 0.064071 | 1.688695 |
| KORP | 46.960 | NaN | NaN | 0.149049 | 46.441666 | 0.0668 | 2.246682 | 0.882200 | 0.059487 | 1.358318 |
| M:OMFYX | 6.440 | NaN | NaN | 0.166030 | 6.727850 | -0.3068 | 0.241284 | 1.183094 | 0.074904 | 0.962644 |
| M:MTFGX | 9.270 | NaN | NaN | 0.113316 | 9.393100 | -0.2449 | 0.450908 | 0.752759 | 0.047569 | 1.255917 |
| JHPI | 22.630 | NaN | NaN | 0.134550 | 22.651387 | 0.2084 | 3.659898 | 0.832873 | 0.091842 | 2.016710 |
| JHMB | 21.650 | NaN | NaN | 0.145248 | 21.702804 | -0.1084 | 1.171428 | 0.900834 | 0.066134 | 1.193328 |
| JMST | 50.965 | NaN | NaN | 0.011308 | 50.796797 | -2.0056 | -1.339272 | 0.104825 | 0.007800 | -4.574348 |
| JSI | 52.500 | 17.953321 | 0.445697 | 0.023131 | 52.070771 | 1.4145 | 3.452191 | 0.358375 | 0.027055 | 12.505328 |
| M:FDUIX | 9.850 | NaN | NaN | 0.035375 | 10.222000 | 0.2803 | 2.965100 | 0.573210 | 0.026681 | 9.187724 |
This report includes predictive insights from several well-known quantitative forecasting models:
| Ticker | Fama-French | QuantConnect | Institutional | Linear | ML Forecast |
|---|---|---|---|---|---|
| AAPL | -0.06% | 2.79% | 3.90% | 3.87% | 0.02% |
| MSFT | 0.16% | 2.55% | 3.28% | 3.64% | 0.06% |
| AMZN | 0.20% | 2.54% | 3.00% | -0.16% | 0.01% |
| NVDA | 0.58% | 2.14% | 1.58% | 10.82% | 0.12% |
| GOOG | 0.50% | 2.58% | 2.43% | 10.71% | 0.12% |
| META | -0.15% | 2.31% | 1.88% | 4.64% | 0.07% |
| TSLA | 0.17% | 2.37% | 4.28% | 7.84% | 0.07% |
News Sentiment Sources: Sentiment analysis is based on financial headlines retrieved from NewsAPI and GNews, filtered through the FinBERT model. These headlines are matched to each ticker daily.